Are all Roman emperors called Caesar?

That's not true. Besides Caesar, the Roman emperor was also called Augustus.

1. Caesar: "Caesar": Since Julius Caesar's death, several powerful leaders in Rome have claimed to inherit the name of Caesar's family to show their legal dominance. So Caesar became the title of Roman emperor.

2. Augustus: "Augustus": In the late Roman Empire, during the reign of four emperors, Diocletian officially defined the word "Caesar" as the deputy emperor and "Augustus" as the official emperor. Since then, "Augustus" has officially become the title of Roman emperor.