The page on EMP from a nuke is here: http://www.fas.org/nuke/intro/nuke/emp.htm
A high-altitude nuclear detonation produces an immediate flux of gamma rays from the nuclear reactions within the device. These photons in turn produce high energy free electrons by Compton scattering at altitudes between (roughly) 20 and 40 km. These electrons are then trapped in the Earth’s magnetic field, giving rise to an oscillating electric current. This current is asymmetric in general and gives rise to a rapidly rising radiated electromagnetic field called an electromagnetic pulse (EMP). Because the electrons are trapped essentially simultaneously, a very large electromagnetic source radiates coherently.
The first paragraph seems to indicate definitively that EMP is not an inherent effect of a nuclear weapon. Though you might get such an effect if a suitable medium was present...such as a nearby planet. (With an atmosphere of some kind and a magnetic field...)