For an arbitrary number of levels:
def rec_dd():
return defaultdict(rec_dd)
>>> x = rec_dd()
>>> x['a']['b']['c']['d']
defaultdict(<function rec_dd at 0x7f0dcef81500>, {})
>>> print json.dumps(x)
{"a": {"b": {"c": {"d": {}}}}}
Of course you could also do this with a lambda, but I find lambdas to be less readable. In any case it would look like this:
rec_dd = lambda: defaultdict(rec_dd)