If He is to come or, as Christ said earlier, if He is to be sent or to proceed, also to hear and to speak, He must, of course, be something. Now He surely is not the Father, since the Father does not come and is not sent. Nor is He the Son, who has already come and now returns to the Father, and of whom the Holy Spirit will preach and whom He will glorify.
But Christ point in particular to the distinctive Person of the Holy Spirit or His attribute, also to His divine essence together with the Father and the Son, when He says: “Whatever He hears He will speak.” For here Christ refers to a conversation carried on in the Godhead, a conversation in which no creatures participate. He sets up a pulpit both for the speaker and for the listener. He makes the Father the Preacher and the Holy Spirit the Listener. It is really beyond human intelligence to grasp how this takes place; but since we cannot explain it with human words or intelligence, we must believe it. Here faith must disregard all creatures and must not concentrate on physical preaching and listening; it must conceive of this as preaching, speaking, and listening inherent in the essence of the Godhead.
Here it is relevant to state that Scripture calls ou Lord Christ according to His divine nature a “Word” (John 1:1) which the Father speaks with and in Himself. Thus this Word has a true, divine nature from the Father. It is not a word spoken by the Father, as a physical, natural word spoken by a human being is a voice or a breath that does not remain in him but comes out of him and remains outside him. No, this Word remains in the Father forever. Thus these are two distinct Persons: He who speaks and the Word that is spoken, that is, the Father and the Son. Here, however, we find the third Person following these two, namely, the One wh hears both the Speaker and the spoken Word. For it stands to reason that there must also be a listener where a speaker and a word are found. But all this speaking, being spoken, and listening takes place within the divine nature and also remains there, where no creature is or can be. All three Speaker, Word, and Listener must be God Himself; all three must be coeternal and in a single undivided majesty. For there is no difference or inequality in the divine essence, neither a beginning nor an end. Therefore one cannot say that the Listener is something outside God, or that there was a time when He began to be a Listener; but just as the Father is a Speaker from eternity, and just as the Son is spoken from eternity, so the Holy Spirit is the Listener from eternity.
Earlier we heard (John 14:26; 15:26) that the Holy Spirit is sent not only by the Father but that He is also sent by, and proceeds from, the Son. Therefore this Listener must be called the Listener of both the Father and the Son, not of the Father alone or of the Son alone. Christ has stated plainly: “The Comforter, whom I shall send to you from the Father.” The expression “to send” has the very same connotation that the expression “to proceed from” has. For he who proceeds from someone is sent. Conversely, he who is sent proceeds from him who sends him. Consequently, the Holy Spirit has His divine essence not only from the Father but also from the Son, as the followings words will illustrate further.
Thus these words confirm and teach exactly what we confess in our Creed, namely, that in one divine essence there are three distinct Persons: the Father, the Son, and the Holy Spirit. This is illustrated by means of a metaphor, or a picture of natural things, in order that we in our weakness may be able to know what is meant and to talk about it. But we cannot search it our or understand it. We must believe, and cling to, these words which we hear from Christ Himself, just as Christendom and especially the holy fathers and bishops did. They had disputations about this article, and they fought for and preserved it against the heretics and lying spirits who made bold to meditate on and to affect wisdom concerning these sublime, inscrutable matters beyond and apart from Scripture.

Martin Luther, on John 16:13

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