Hello,  I have a small Shitzu dog, 7 years old.  He has an  
occasional, off and on coughing problem.  
I had him to vets twice.
The first gave him an antibiotic and a cough suppressant that did not work on it – or it seemed to for a while but he still has coughing bouts – more like little grunting coughs that may continue for 1/2 a minute or so. The first vet thought it was kennel cough (but didn’t really get to hear it) and my dog was never in a kennel or really exposed to dogs who have been kenneled. The second vet said my description did not fit kennel cough.
These attacks happen regularly, but not daily. The dog also seems to be eating correctly and playing as usual.
Do you know what this might be?

The esophagus of the Shi Tzu is delicate and prone to spasms and even damage if the dog is leashed at the collar and pulls or is yanked. Try walking your dog with a leash attached to a harness instead. The cough can be the result of an irritated esophagus.
Be sure your dog is immunized against Kennel Cough, even if you have no intention of using a kennel service. Other dogs can be carriers.
Enjoy your precious Shi Tzu. They are the most lovable and cuddly little dogs.
Thanks for your help. I did take him to another vet who did x-rays, heartworm tests and other exams and worming to be sure. For some reason, it got better. You are most likely correct about esophagus irritation. Thanks for your suggestions. Patricia
My toy poodle had the same problem. After thousands of dollars in tests, I asked my vet for a referral to a Veterinary Teaching Hospital. She had special radiography (X-rays) tests, and she was diagnosed with Tracheal Collapse.
I would have his heart checked out as well if you have not done so yet.
Dyanna