The Smithsonian quotes Safire's Political Dictionary quoting from Wheeler's autobiography:
In Des Moines, I hit on an original showmanship gimmick. The hall was jammed to the rafters… I said, “You people have a right to know how a candidate for President stands on issues, and so far President Coolidge has not told you where he stands on anything… so I am going to call him before you tonight and ask him to take this chair and tell me where he stands.” People in the auditorium began to crane their necks to see if Coolidge really was somewhere on the premises. I pulled a vacant chair and addressed it as though it had an occupant. “President Coolidge,” I began, “tell us where you stand on Prohibition.” I went on with rhetorical questions in this vein, pausing after each for a short period. Then I wound up: “There, my friends, is the usual silence that emanates from the White House.” The crowd roared in appreciation.
It sounds like Wheeler's stunt went over better than Eastwood's. There were other examples of empty chair speeches over the years, but take pride, Montana, in starting this trend.
(H/T to the Montana Historical Society, which tweeted a link to the Smithsonian story. Follow them @MTHist)