MS SQL Server - create list of month by with clause. @see https://stackoverflow.com/a/9255298

with_recursive.sql

---
-- Personally, I liked this one!
---
declare @ym_to date = cast('20190401' as date);
declare @ym_from date = cast('20181201' as date);
with months(dt) as (
  select @ym_to dt 
  union all
  select dateadd(month, -1, dt) from months
)
select 
  top (datediff(month, @ym_from, @ym_to) + 1) 
  format(months.dt, 'yyyyMM') ym
from months
option (maxrecursion 13);

without_recursive.sql

declare @ym_to date = cast('20190401' as date);
declare @ym_from date = cast('20181201' as date);

with
months as (
  --==== creates a "tally table" structure for months to add to start date
  -- calulated by the difference in months between the start and end date.
  -- then adds those numbers to the start of the month of the start date.
  select 
    top (datediff(month, @ym_from, @ym_to) + 1)
    dt = dateadd(month, datediff(month, 0, @ym_from) + (row_number() over (order by (select null)) -1), 0)
  from sys.all_columns ac1
  cross join sys.all_columns ac2
)
--===== slice each "whole month" date into the desired display values.
select format(months.dt, 'yyyyMM') ym
from months;