%let cutoff = '01JAN2005'd;
%macro importer4(List_of_states);
%let counter = 1;       
%let state = %scan(&List_of_states, 1);

%do %while("&state" NE "");

filename hello url "http://research.stlouisfed.org/fred2/data/&state.UR.txt";
data &state;
        infile hello  firstobs = 13;  
    input date yymmdd10. UR;
        State = "&state";
        run;

%let counter = %eval(&counter + 1);
%let state=%scan(&List_of_states, &counter);


%end;
data combined;                           
set  &List_of_states;         
format date mmddyy10.;       
if date ge &cutoff;
run;                             

%mend;
%importer4(KY TN IN GA SC AL WV);

%macro importer5(List_of_state);
%let counter = 1;       
%let state = %scan(&List_of_state, 1);

%do %while("&state" NE "");

filename xx url "http://research.stlouisfed.org/fred2/data/&state.BP1FHSA.txt";
data &state;
        infile xx firstobs = 26;  
    input date yymmdd10. Start;
        State = "&state";
         
        run;
%let counter = %eval(&counter + 1);
%let state=%scan(&List_of_state, &counter);
%end;
data combined2;                           
set  &List_of_state;         
format date mmddyy10.;       
if date ge &cutoff;
run;   
%mend;
%importer5(KY TN IN GA SC AL WV);

data final;
merge combined combined2;
run;
proc print;
run;

解决啦~~~~·