Create List View by filtering Month in SharePoint

Create a calculated filed with
=YEAR(Created)&"-"&CHOOSE(MONTH(Created),"01. January","02. February","03. March","04. April","05. May","06. June","07. July","08. August","09. September","10. October","11. November","12. December")

http://guru-web.blogspot.ae/2006/02/some-of-my-favourite-date-wss-list.html