When dense granular matter is sheared, the strain is often localized in shear bands. After some initial transient these shear bands become stationary. Here, we introduce a setup that periodically creates horizontally aligned shear bands which then migrate upward through the sample. Using x-ray radiography we demonstrate that this effect is caused by dilatancy, the reduction in volume fraction occurring in sheared dense granular media. Further on, we argue that these migrating shear bands are responsible for the previously reported periodic inflating and collapsing of the material.