Zero-length indices in `jax.numpy.mgrid`
### Description

```python
np.mgrid[()]  # yields an integer type array of zero length
jnp.mgrid[()]  # raises a ValueError because it tries to stack a tuple of zero length
```

### What jax/jaxlib version are you using?

jax commit f729da4a368e9, jaxlib 0.4.1

### Which accelerator(s) are you using?

CPU/GPU

### Additional system info

python 3.10.9, Linux (Arch Linux)

### NVIDIA GPU info

```
| NVIDIA-SMI 525.60.13    Driver Version: 525.60.13    CUDA Version: 12.0     |              
|-------------------------------+----------------------+----------------------+              
| GPU  Name        Persistence-M| Bus-Id        Disp.A | Volatile Uncorr. ECC |              
| Fan  Temp  Perf  Pwr:Usage/Cap|         Memory-Usage | GPU-Util  Compute M. |              
|                               |                      |               MIG M. |              
|===============================+======================+======================|              
|   0  NVIDIA GeForce ...  On   | 00000000:01:00.0 Off |                  N/A |              
|  0%   40C    P8    25W / 350W |     17MiB / 24576MiB |      0%      Default |
|                               |                      |                  N/A |
```
diff --git a/jax/_src/numpy/index_tricks.py b/jax/_src/numpy/index_tricks.py
index 5fff1df13..a61fa2749 100644
--- a/jax/_src/numpy/index_tricks.py
+++ b/jax/_src/numpy/index_tricks.py
@@ -54,7 +54,11 @@ class _IndexGrid(abc.ABC):
     with jax.numpy_dtype_promotion('standard'):
       output = _promote_dtypes(*output)
     output_arr = jnp.meshgrid(*output, indexing='ij', sparse=self.sparse)
-    return output_arr if self.sparse else jnp.stack(output_arr, 0)
+    if self.sparse:
+      return output_arr
+    if len(output_arr) == 0:
+      return jnp.arange(0)
+    return jnp.stack(output_arr, 0)
 
 
 class _Mgrid(_IndexGrid):
diff --git a/tests/lax_numpy_test.py b/tests/lax_numpy_test.py
index 678562b71..72475e96f 100644
--- a/tests/lax_numpy_test.py
+++ b/tests/lax_numpy_test.py
@@ -4353,6 +4353,7 @@ class LaxBackedNumpyTests(jtu.JaxTestCase):
     # wrap indexer for appropriate dtype defaults.
     np_mgrid = _indexer_with_default_outputs(np.mgrid)
     assertAllEqual = partial(self.assertAllClose, atol=0, rtol=0)
+    assertAllEqual(np_mgrid[()], jnp.mgrid[()])
     assertAllEqual(np_mgrid[:4], jnp.mgrid[:4])
     assertAllEqual(np_mgrid[:4,], jnp.mgrid[:4,])
     assertAllEqual(np_mgrid[:4], jax.jit(lambda: jnp.mgrid[:4])())
['jax/_src/numpy/index_tricks.py', 'tests/lax_numpy_test.py']