BUG: Respect the dtype parameter for empty CSV
Title is self-explanatory.  Closes #14712.

Should be merged in before #14295 because the bug could also exist for the Python parser.
## [Current coverage](https://codecov.io/gh/pandas-dev/pandas/pull/14717?src=pr) is 85.21% (diff: 100%)
> Merging [#14717](https://codecov.io/gh/pandas-dev/pandas/pull/14717?src=pr) into [master](https://codecov.io/gh/pandas-dev/pandas/branch/master?src=pr) will increase coverage by **<.01%**

```diff
@@             master     #14717   diff @@
==========================================
  Files           143        143          
  Lines         50796      50800     +4   
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
+ Hits          43285      43289     +4   
  Misses         7511       7511          
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last update [880de30...cee4d6a](https://codecov.io/gh/pandas-dev/pandas/compare/880de3054c7ce3a6c48e295837207787dc73350f...cee4d6a9fa27a084b3618e78ea8892d724a799b2?src=pr) lgtm. I restarted appveyor. If that doesn't pass, then pls have a look @gfyoung 
ping when passed / fixed. I would be fine with this for 0.19.2 a well. @jorisvandenbossche up to you. @jreback , @jorisvandenbossche : Everything passing.  Ready to merge if there are no other concerns. @gfyoung Thanks. Moved to 0.19.2