[plt-scheme] Use of empty in macro definition

My first foray into macros. Practicing with some exercises.
(require (lib "defmacro.ss"))
(define-macro thunk-it
  (lambda (code)
    (cons 'lambda (cons empty (list  code)))))

gives

 reference to undefined identifier: empty

If i replace empty with '() it works.

Whats happening here.