This shortcut will insert columns as long as at least one column is selected.
With a laptop keyboard, use Control Shift +.
With a full keyboard, use Control +
Note: In Mac 2016, this shortcut was changed to Command Shift +, and now Control + I changes text to italic. In previous Mac Excel versions, Control + I inserts a row (when a row is selected) or brings up the Insert Cells dialog when the selection does not include an entire row.