TIMTOWTDI, of course. A slightly different approach, still with Time::Piece but adding a month at a go. It's shorter and (to me) a little clearer.

#!/usr/bin/env perl 

use strict;
use warnings;
use Time::Piece '1.32';

my $date = localtime->add_years (-4)->truncate (to => 'year');
my $end_date = localtime;

while ($date <= $end_date) {
    print "$date\n";
    $date = $date->add_months (1);
}
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There's nothing wrong with your method AFAICS.