What can I do if a lawyer keeps calling me and telling me that he is gonna send me to a federal court?

This lawyer calls me and badgers me on my company phone. He says I got a payday loan online which I never got ! I applied for some loans in the past but never received one.He has information on my bank account but the dates he provides me with are inaccurate. Because I never had a bank account at that time and the $ amount has never been deposited into my account. I even called my bank and they verified that at the time and year he is stating this happened & I never had a business relationship with the bank. He keeps telling me he is going to suopena me and that I am going to do 2-3 years in prison . I dont want to give him any of my information over the phone. What can I do