What shall we say then? Is there injustice on God's part?

In his note on Romans 9:14 in The Reformation Study Bible, Dr. Sinclair Ferguson writes:

Paul recognizes that his previous statement, 'Jacob I loved, but Esau I hated,' cannot be allowed to pass without further comment. Could the distinguishing sovereign purpose of God throw into jeopardy His attribute of perfect righteousness? The idea is clearly unthinkable — 'By no means!' (Rom. 6:2, 5; 7:7). Paul explains why by citing two biblical texts (Ex. 33:19; 9:16) in vv. 15, 17, from which he concludes that God is righteous in showing mercy to some while He hardens the hearts of others. When God shows mercy it is not a person receiving a reward earned by one's own efforts, but God's sovereign free grace extended to persons who are morally incapable of any acceptable effort (Rom. 1:18-3:20). God owes mercy to none, so there is no injustice when mercy is not shown. Mercy is a divine prerogative; it rests on God's good pleasure. When God 'hardens' Pharaoh's heart (Rom. 9:18), He does not create fresh evil in it, but gives Pharaoh over to his already evil desires as an act of judgment, resulting eventually in God's display of 'power' (Rom. 9:22) in the destruction of Pharaoh's army (Ex. 14:17, 18, 23-28).

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