I have made changes in the solution. Instead of providing input as integer I suggest to provide input in date like 01-Feb-2014' instead of 201402.
DECLARE @TBL_MONTH DATETIME, @NAME AS VARCHAR(20), @CurrentMonth INT, @TMP_MONTH DATETIME,
@Table_Name VARCHAR(20)
SELECT @TBL_MONTH = '01-FEB-2014', @CurrentMonth = 12
WHILE @CurrentMonth > 0
BEGIN
SET @CurrentMonth = @CurrentMonth - 1
SET @TMP_MONTH = DATEADD(month, @CurrentMonth*-1, @TBL_MONTH)
SELECT @NAME = CONVERT(VARCHAR(6), @TMP_MONTH, 112)
PRINT @NAME
SELECT @Table_Name = 'xx_'+@NAME
PRINT @Table_Name
END