I am trying to generate monthly activity statements using XML. Although I can define a header and body (containing the monthly activity), I am stuck as how to check for the end of the page. I need to throw a page feed and reproduce the header for each page.
Does the solution change if I have to include a page number in the header?
This is a function of your output pagination system rather than of the XML. For example, if you were using XSLFO, you would specify a "running header". You can also do this by targeting, say Word RTF or OpenOffice SXW format.
The easiest thing to do is set the pages up the way you want, then programatically generate the content in the required format. I find OpenOffice's SXW very useful for this sort of thing. (It's just a zip file containing four XML files.)
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