To add recession bands (shading), right-click in a chart and choose Fill range. In the Fill range window, click on the Import button and choose the desired country or region. When clicking OK, the selected recession band (shade) will be imported and can be further customized. The recession bands will be displayed as vertical shades over the specified period
Note: the Fill Range feature works as a charting tool, meaning that the recessions bands won't be updated with new recessions. Instead, you can directly use the recession series in the document and display them as a "fill" in Graph Layout, which will add shaded area to the chart.
For more information: