Looping through arrays in VBA
This is the final result of what was done with this code, though the code pertaining to the root question remained unchanged.

Function ContainsWhatMonths(OriginalStartDate As String, _
    OriginalEndDate As String) As Variant

    Dim MonthSet As Variant
    Dim AryCounter As Integer, ISOOffset As Integer
    Dim StartYear As Integer, EndYear As Integer
    Dim StartWeek As Integer, EndWeek As Integer
    Dim StartDay As Integer, EndDay As Integer
    Dim StartWeekStartDate As Date, StartWeekEndDate As Date
    Dim EndWeekStartDate As Date, EndWeekEndDate As Date
    Dim FormattedStartDate As Date, FormattedEndDate As Date
    Dim TotalMonths As Integer, OutputMonths As String

    StartYear = Val(Right(OriginalStartDate, 4))
    StartWeek = Val(Left(OriginalStartDate, 2))
    EndYear = Val(Right(OriginalEndDate, 4))
    EndWeek = Val(Left(OriginalEndDate, 2))

    If StartYear &lt;= EndYear Then

        ' Using the calculation from wikipedia. Honestly, I'm not sure that
        ' I understand this bit, but it seemed to work for my test cases.
        ISOOffset = Weekday(CDate("1/4/" &amp; StartYear), vbMonday) + 3
        StartDay = (StartWeek * 7) - ISOOffset ' Adding 0 for start of week
        EndDay = (EndWeek * 7) + 6 - ISOOffset ' Adding 6 for end of week

        ' Set the starting day for each month, depending on leap year.
        If StartYear Mod 4 = 0 Then
            MonthSet = Array(0, 31, 60, 91, 121, 152, 182, 213, 244, 274, 305, 335)
        Else
            MonthSet = Array(0, 31, 59, 90, 120, 151, 181, 212, 243, 273, 304, 334)
        End If

        For AryCounter = 11 To 0 Step -1
            If StartDay &gt; MonthSet(AryCounter) Then
                ' Using MM/DD/YYYY format - this may be different for you
                StartWeekStartDate = CDate(AryCounter + 1 &amp; _
                    "/" &amp; StartDay - MonthSet(AryCounter) &amp; "/" &amp; StartYear)
                StartWeekEndDate = StartWeekStartDate + 6

                If Month(StartWeekStartDate) &lt;&gt; Month(StartWeekEndDate) Then
                    FormattedStartDate = DateSerial(StartYear, Month(StartWeekEndDate), 1)
                Else
                    FormattedStartDate = DateSerial(StartYear, Month(StartWeekEndDate) + 1, 1)
                End If

                Exit For
            End If
        Next AryCounter

        If EndYear Mod 4 = 0 Then
            MonthSet = Array(0, 31, 60, 91, 121, 152, 182, 213, 244, 274, 305, 335)
        Else
            MonthSet = Array(0, 31, 59, 90, 120, 151, 181, 212, 243, 273, 304, 334)
        End If

        For AryCounter = 11 To 0 Step -1
            If EndDay &gt; MonthSet(AryCounter) Then
                EndWeekStartDate = CDate(AryCounter + 1 &amp; _
                    "/" &amp; EndDay - MonthSet(AryCounter) &amp; "/" &amp; EndYear)
                EndWeekEndDate = EndWeekStartDate + 6

                If Month(EndWeekStartDate) &lt;&gt; Month(EndWeekEndDate) Then
                    FormattedEndDate = CDate(Month(EndWeekEndDate) &amp; "/1/" &amp; EndYear) - 1
                Else
                    FormattedEndDate = CDate(Month(EndWeekEndDate) &amp; "/1/" &amp; EndYear)
                End If

                Exit For
            End If
        Next AryCounter

        ' Switch the commenting on these two lines to return the string
        'ContainsWhatMonths = Array()
        ContainsWhatMonths = vbNullString

        TotalMonths = (Year(FormattedEndDate) - Year(FormattedStartDate)) * 12 + _
            Month(FormattedEndDate) - Month(FormattedStartDate)

        If TotalMonths &gt;= 0 Then

            For AryCounter = 0 To TotalMonths
                OutputMonths = OutputMonths &amp; "," &amp; _
                    Format(DateAdd("m", AryCounter, FormattedStartDate), "MM/YYYY")
            Next

            OutputMonths = Right(OutputMonths, Len(OutputMonths) - 1)

            ' Switch the commenting on these two lines to return the string
            'ContainsWhatMonths = Split(OutputMonths, ",")
            ContainsWhatMonths = OutputMonths
        End If

    End If

End Function