Because @MyStatusList is never NULL, the versions with ISNULL and COALESCE do not work.

But a CASE statement does work.

SELECT @MyStatusList = ISNULL(@MyStatusList,'')

...

Simple, faster and still doesn't require tables.

select monthNumber

, DATENAME(MONTH,DATEADD(MONTH,monthNumber,0)- 1) MonthName

from ( values (1), (2), (3), (4), (5), (6), (7),...