Are there any statements\\functions capable of get the name of variables? Preferrably putting them into a column of another data set, a text field or a macro variable.
I'm not sure Rawfocus assertion that reading dictionary tables queries all libraries is true, had the example used sashelp.vcolumn instead then it would be true, that approach is very slow and does access all the libraries allocated. (You can prove this with the SAS RTRACE system option.)
I am of the opinion that a sql query to dictionary.columns is the fastest of the methods outlined here. Obviously the macrotised code would work without the macro but the point of the macro here is I think as a utility; put the code into your favourite macro library and you never need to think about it again.