I thought mine was asthma as well. I was on steroids and preventive inhalers because the doc just said my asthma was flared up due to living conditions, allergies, etc. After 2 months of that not working and struggling to breathe every day, I went back and they did a lung capacity test, a nebulizer (sp?) and tested again, to find out it did no good.
I told her what could be stressing me to the point of anxiety, and she told me that's what it was. Since then i've learned to relax more and cut caffiene and it's doing a load of good.