use _ensure_index

Author: Ben Kandel

pandas/tools/merge.py

@@ -1370,7 +1370,7 @@ def __init__(self, objs, axis=0, join='outer', join_axes=None,
                 clean_objs.append(v)
             objs = clean_objs
             if isinstance(keys, Index):
-                keys = Index(clean_keys, name=keys.name)
+                keys = Index(_ensure_index(keys), name=keys.name)
             else:
                 keys = clean_keys