Their coat is supposed to be silk and not fur so it's kind of like human hair. So you shouldn't be allergic to this breed.
If you do have a reaction, simply wash your dog more often. Typically, people are allergic not to the hair but the dander on the hair. Dander is the dead skin cells from the dog/cat/animal (a combo of that and dried animal saliva) and when you wash them, it removes the dander. Just make sure that you buy a *dog* shampoo since they are formulated for a dog's skin, rather than a human's.
I have severe allergies, cats, trees, grass, whatever but am not allergic to dogs. You may just be allergic to dogs. Yorkies are the least apt to trigger allergic responses in anyone. You should see an allergist.
In addition to the bathing already mentioned, I would recommend not letting the dog sleep with you at night (if you do). I know this can be hard because they are so snuggly, but this should help! Try making a comfy sleeping area for your yorkie on the floor in your bedroom instead.
The Yorkshire terrier is a hypoallergenic breed. But there is no 100 % hypoallergenic dog. You should bathe your yorkie more often and groom properly! You can also check this out: http://yorkiemag.com/are-yorkies-hypoallergenic/