1929, first published in 1929 in a periodical, and subsequently incorporated into The 13 Enigmas in 1932. A novel with the yellow dog title appeared almost contemporaneously, written and published in March 1931 and April 1931 respectively.
Why the identical titles? My best guess is that Simenon recognized a captivating concept in his dog in the initial, short 7-page story and simply capitalized on it in the subsequent, much longer 182-page novel. Note the number of Simenon works that take advantage of the ‘brand name’ Maigret in their titles. Maigret and the Little Pigs without Tails is a prime example of this approach! Granted identical titles confuse, but this is probably only seriously significant for librarians and online searchers.
Yet, in The Yellow Dog works, this curious creature does play a central role as common phrasing and descriptions confirm: the first and an important similarity is, precisely that, the similarity of the two dogs. Perhaps it is not an identifiable breed, but notably the author’s pet dog during the time he wrote both was a Great Dane named Olaf.