Our Buddy is a 6 month old fully vaccinated, neutered, 6 lb yorkie. We have had him since he's 8 weeks old. Yesterday he was sneezing a little, late this afternoon he started coughing. He only gets dry puppy food. I'm really concerned.
Dogs get sick just like people. Perhaps he just has allergies, or something caught in his throat. Or it could be something as serious as kennel cough.. if you're really that concerned and he's still doing it in a few days, make an appointment with your vet.
If your Yorkie continues to cough and it sounds like a "honking" noise, please take the little guy to the vet. My beloved Yorkie just passed away from a collapsing trachea, which is common in small toy breeds. See the Yorkie Rescue website, they have a link on collapsing trachea.