Jamieson, Fausset and Brown on Malachi 3:2

2. (Mal 4:1; Re 6:16, 17). The Messiah would come, not, as they expected, to flatter the theocratic nation's prejudices, but to subject their principles to the fiery test of His heart-searching truth (Mt 3:10-12), and to destroy Jerusalem and the theocracy after they had rejected Him. His mission is here regarded as a whole from the first to the second advent: the process of refining and separating the godly from the ungodly beginning during Christ's stay on earth, going on ever since, and about to continue till the final separation (Mt 25:31-46). The refining process, whereby a third of the Jews is refined as silver of its dross, while two-thirds perish, is described, Zec 13:8, 9 (compare Is 1:25).