I did a little digging as I have not experienced this issue personally and found some info. Just in case its probably best to take your dog to the vet as some causes can be serious health concerns.

In small breeds coughing can be 'Reverse sneezing'. In a reverse sneeze, air is instead pulled rapidly and noisily in through the nose sounding like a cough. If the condition is chronic you should make a vet appointment. Reoccurring coughing episodes can also be a sign of a collapsing trachea (also common in small breeds). This is a progressive condition and should be looked into by a vet. In all breeds Heart disease, Pneumonia, kennel cough, and items logged in a dogs throat are all accompanied by a cough as well. Over all it is best to contact a professional in this cases there are chances of a serious condition needing treatment more so if this is a reoccurring condition.

I hope you can get things worked out and your pup taken care of! Its always troubling when a pet show onging symptoms. Best wishes! Here are some resources for more info: http://pets.webmd.com/dogs/coughing-dogs-causes#1 (http://pets.webmd.com/dogs/coughing-d...) http://www.petmd.com/dog/conditions/respiratory/why-my-dog-coughing-common-causes-and-treatment-options (http://www.petmd.com/dog/conditions/r...) http://www.akc.org/content/health/articles/dog-coughing/ (http://www.akc.org/content/health/art...)