pd.DataFrame.merge raises TypeError when dataframe contains a tz-aware datetime column containing all NaTs
#### A small, complete example of the issue

```python

# removing tz='UTC' below resolves this problem
df1 = pd.DataFrame({'INT':[0,1], 'DATE':pd.DatetimeIndex([np.nan, np.nan], tz='UTC')})
df2 = pd.DataFrame({'INT':[0,1], 'FLOAT':[0.0, 1.0]})
df3 = df1.merge(df2, on='INT')

```

#### Expected Output
Traceback (most recent call last):

  File "<ipython-input-77-3a4f3f69414f>", line 3, in <module>
    df3 = df1.merge(df2, on='INT')

  File "/export/data/anaconda/anaconda3.2.4/lib/python3.5/site-packages/pandas/core/frame.py", line 4330, in merge
    suffixes=suffixes, copy=copy, indicator=indicator)

  File "/export/data/anaconda/anaconda3.2.4/lib/python3.5/site-packages/pandas/tools/merge.py", line 35, in merge
    return op.get_result()

  File "/export/data/anaconda/anaconda3.2.4/lib/python3.5/site-packages/pandas/tools/merge.py", line 210, in get_result
    concat_axis=0, copy=self.copy)

  File "/export/data/anaconda/anaconda3.2.4/lib/python3.5/site-packages/pandas/core/internals.py", line 4456, in concatenate_block_managers
    for placement, join_units in concat_plan]

  File "/export/data/anaconda/anaconda3.2.4/lib/python3.5/site-packages/pandas/core/internals.py", line 4456, in <listcomp>
    for placement, join_units in concat_plan]

  File "/export/data/anaconda/anaconda3.2.4/lib/python3.5/site-packages/pandas/core/internals.py", line 4553, in concatenate_join_units
    for ju in join_units]

  File "/export/data/anaconda/anaconda3.2.4/lib/python3.5/site-packages/pandas/core/internals.py", line 4553, in <listcomp>
    for ju in join_units]

  File "/export/data/anaconda/anaconda3.2.4/lib/python3.5/site-packages/pandas/core/internals.py", line 4801, in get_reindexed_values
    missing_arr = np.empty(self.shape, dtype=empty_dtype)

TypeError: data type not understood
#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit: None
python: 3.5.2.final.0
python-bits: 64
OS: Linux
OS-release: 2.6.32-431.11.2.el6.x86_64
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8

pandas: 0.17.1
nose: 1.3.7
pip: 8.1.2
setuptools: 26.1.1
Cython: 0.23.4
numpy: 1.11.1
scipy: 0.18.0
statsmodels: 0.6.1
IPython: 4.0.1
sphinx: 1.3.1
patsy: 0.4.0
dateutil: 2.5.3
pytz: 2016.6.1
blosc: None
bottleneck: 1.0.0
tables: 3.2.2
numexpr: 2.4.4
matplotlib: 1.5.1
openpyxl: 2.2.6
xlrd: 0.9.4
xlwt: 1.0.0
xlsxwriter: 0.7.7
lxml: 3.5.0
bs4: 4.4.1
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: 1.0.10
pymysql: None
psycopg2: None
Jinja2: None

</details>
