Hmmm. It's a tricky one. Presumably, being a ghost would mean that you once were a living person. Therefore all of the temporal ghosts (i.e Past, Present, Future) must have lived and died as people prior to them visiting Scrooge. But this creates a paradox because (in the case of the Ghosts of Christmas Present and Future) how could they know what Christmas present and Christmas of the future were like if they were already dead?
The only Christmas that could change was Christmas future, for Scrooge, because he obviously had the power to change the way he was so that Christmas future would be different than what it was when the Ghost of Christmas Future showed him. But the thing is, it was all about Scrooge's past, present and future, so presumably all of the ghosts had the power to reveal images from Scrooge's life (and indeed anyone's), but it still doesn't answer the question of whether the ghosts were those of people who had previously lived at a time preceeding their visitations.
So, this leads me to believe that if you were one of the ghosts you could probably choose to go back and view your own past if you so wished.