This article argues for the establishment of a new, "annalistic" model of history and historical investigation. This implies a new concept of historical event: instead of being seen as an element within a historical narrative, the historical event is defined as the common reference point of many narratives that can be told about it. The annalistic model also implies a new concept of historical change: instead of being defined as the change of an "object" within a set of given historical parameters, historical change has to be perceived as the change of parameters related to a given historical object. A new concept of history follows from the annalistic model: instead of history being a metaphysical unity of space and time (the destiny of mankind, the positivist's world of facts), in which everything is linked to everything, it is instead the product of historical judgment carried out by those who design stories about their own past, present, and future. To the "annalist" a world is imaginable in which no history has existed, exists, or will exist. The article analyzes three aspects of the concept of historical time: it demonstrates the huge variety of temporal structures in history; it argues for the foundation of the representation of historical time in linguistic concepts; and it discusses the relationship of fictionality and reality in historical discourse. Finally, the annalistic model is compared to the traditional concept of history established by historicism in the nineteenth century.