Actually we've got better evidence of Shakespeares existence than for Jesus - there was a TV series about the historical Shakespeare recently and there are plenty of survivng documents - including his application to have his father granted the status of "gentleman".
While I'd pretty mcuh say that there was a historical Jesus it would be rther hard to say how much influence he really had. I would tend to the view that others - notably Paul who never even met the historical Jesus - who had the real effect on history.
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