BUG: merge between partial index and index fails when result is empty (pandas-dev#34414)

Author: phofl

doc/source/whatsnew/v1.3.0.rst

@@ -295,6 +295,7 @@ Groupby/resample/rolling
 
 Reshaping
 ^^^^^^^^^
+- Bug in :func:`merge` raising error when performing an inner join with partial index and ``right_index`` when no overlap between indices (:issue:`33814`)
 - Bug in :meth:`DataFrame.unstack` with missing levels led to incorrect index names (:issue:`37510`)
 - Bug in :func:`join` over :class:`MultiIndex` returned wrong result, when one of both indexes had only one level (:issue:`36909`)
 - Bug in :func:`concat` incorrectly casting to ``object`` dtype in some cases when one or more of the operands is empty (:issue:`38843`, :issue:`38907`)

pandas/core/reshape/merge.py

@@ -864,9 +864,9 @@ def _maybe_add_join_keys(self, result, left_indexer, right_indexer):
                 mask_left = left_indexer == -1
                 mask_right = right_indexer == -1
                 if mask_left.all():
-                    key_col = rvals
+                    key_col = Index(rvals)
                 elif right_indexer is not None and mask_right.all():
-                    key_col = lvals
+                    key_col = Index(lvals)
                 else:
                     key_col = Index(lvals).where(~mask_left, rvals)
 

pandas/tests/reshape/merge/test_merge.py

@@ -2375,3 +2375,15 @@ def test_merge_right_left_index():
         }
     )
     tm.assert_frame_equal(result, expected)
+
+
+def test_merge_result_empty_index_and_on():
+    # GH#33814
+    df1 = DataFrame({"a": [1], "b": [2]}).set_index(["a", "b"])
+    df2 = DataFrame({"b": [1]}).set_index(["b"])
+    expected = DataFrame({"a": [], "b": []}, dtype=np.int64).set_index(["a", "b"])
+    result = merge(df1, df2, left_on=["b"], right_index=True)
+    tm.assert_frame_equal(result, expected)
+
+    result = merge(df2, df1, left_index=True, right_on=["b"])
+    tm.assert_frame_equal(result, expected)