For the believer, the birth of Jesus is one of the most profound events in all of human history. To achieve this, all three persons of The Trinity worked in harmony to carry out this mission.
The birth of Jesus originated as a plan from God the Father. According to the gospel of John, Jesus said numerous times that he was sent to earth by his father. In what is undoubtedly the most well-known passage in the entire Bible, John 3:16-17, Jesus said, “For God so loved the world that he gave his only Son, so that everyone who believes in him will not perish but have eternal life. God did not send his Son into the world to condemn it, but to save it.”
John’s gospel also records Jesus as having said that he came to earth out of an act of obedience to his father. This was Jesus’ role in his own birth. “For I have come down from heaven to do the will of God who sent me, not to do what I want” (John 6:38). H. Wayne House notes that the theological emphasis of the Book of John is Jesus as the Son of God. 
The Holy Spirit is also recorded in the gospels as having had a role to play in the birth of Jesus. The first chapter of Matthew and the first chapter of Luke record that while Mary was still a virgin, she became pregnant by the Holy Spirit. Interestingly, while we often attribute divine revelation to The Holy Spirit, He did not act in this manner regarding the birth—at least in the gospels. Old Testament prophecy, however, is another matter. Revelations to Mary, Joseph and the shepherds came by way of angelic visitation. It can be deduced, however, that the revelation of the significance of the star of Bethlehem to the wise men could have been through The Holy Spirit.
Not said in the Bible, God the Father and God the Holy Spirit also acted in the birth by means of protection. The road to Bethlehem was long and hard, especially for a woman about to give birth. As James Jeffers points out, the road was possibly fraught with danger due to thieves. God made sure Mary and Joseph arrived in Bethlehem safely, and that Mary did not give birth until the appointed time. It should also be said that God protected Mary, Joseph and Jesus from King Herod after the birth.
Taking a closer look, the harmony of the Trinity working to achieve the birth of Christ is evidently seen.
 House, “Chronological and Background Charts of the New Testament” pgs. 20 -21.
 Jeffers, “The Greco-Roman World of the New Testament Era: Exploring the Background of Early Christianity,” pg. 35