declare @start int,@end int
declare @qry nvarchar(100)
declare @summary nvarchar(1200)
set @start=1
set @end=13
set @summary=''
while not (@start=@end)
    begin
        if @start=@end-1
            set @qry=(select ('SELECT ('+convert(nvarchar,@start)+')monthNumber,            DateName(mm,DATEADD(mm,'+convert(nvarchar,@start)+',-1))monthName')qry)
        else
            set @qry=(select ('SELECT ('+convert(nvarchar,@start)+')monthNumber,            DateName(mm,DATEADD(mm,'+convert(nvarchar,@start)+',-1))monthName 
            union ')qry)

        set @summary=@summary+@qry        
        set @start=@start+1
    end
    exec (@summary)

WITH
cteTally AS
(
 SELECT TOP 12
        N = ROW_NUMBER() OVER (ORDER BY (SELECT NULL))
   FROM sys.all_columns
)
 SELECT MonthNumber = N,
        MonthName   = DATENAME(mm,DATEADD(mm,N,-1))
   FROM cteTally
;

 SELECT MonthNumber = N,
        MonthName   = DATENAME(mm,DATEADD(mm,N,-1))
   FROM dbo.Tally
  WHERE N <= 12
;