  We study certain $q$-difference raising operators for Macdonald polynomials
(of type $A_{n-1}$) which are originated from the $q$-difference-reflection
operators introduced in our previous paper. These operators can be regarded as
a $q$-difference version of the raising operators for Jack polynomials
introduced by L.Lapointe and L.Vinet. As an application of our $q$-difference
raising operators we give an elementary proof of the integrality of the double
Kostka coefficients which had been conjectured I.G. Macdonald. We also
determine their quasi-classical limits, which give rise to (differental)
raising operators for Jack polynomials.
