Answer:
First of all, Julius Caesar was not an emperor, he was a dictator. Secondly, he himself did not do anything to change the months of the calendar. He reworked and revised the existing Roman calendar. This revised calendar is named after him, the Julian calendar. As far as the months go, after his death and deification the month of July was named for him. Later, after the death of Augustus, the month of August was named for him too. These two "named months" took the place of the numerical months even though the remaining months of the year kept their original names.