There is no way to create a new file in Windows explorer using a shortcut. You can Ctrl+Shift+N to create a new folder but strangely nothing to create a file.

The solution is to use AutoHotKey and a script. This one works on Windows 8. It was adapted from here.

#IfWinActive ahk_class CabinetWClass

; Create new file in Explorer
^N::
NewTextFile()
return

#IfWinActive

NewTextFile()
{
    WinGetText, full_path, A
    StringSplit, word_array, full_path, `n
    Loop, %word_array0%
 {
  IfInString, word_array%A_Index%, Address
  {
   full_path := word_array%A_Index%
   break
  }
 } 
    full_path := RegExReplace(full_path, "^Address: ", "")
    StringReplace, full_path, full_path, `r, , all
    
    IfInString full_path, \
    {
        NoFile = 0
        Loop
        {
            IfExist  %full_path%\NewTextFile%NoFile%.txt
                    NoFile++
                else
                    break
        }
        FileAppend, ,%full_path%\NewTextFile%NoFile%.txt
    }
    else
    {
        return
    }
}