Your code should already by providing annual ticks. Nevertheless, here are some improvements.
y_data=rand(1,19);
x = 1995:1:2013;
plot(x,y_data)
xticks(x);
% xticklabels({'1995' '1996' '1997' '1998' '1999' '2000' '2001' '2002' '2003' '2004' '2005' '2006' '2007' '2008' '2009' '2010' '2011' '2012' '2013'})
% Remove the line above!
xlim(x([1,end]));
Alternatively, you could use a datetime axis by replacing 1 line above.
% Replace this
x = 1995:1:2013;
% with this
x = years(1995:1:2013);
