Suffixes ignored on second merge
I am trying to merge multiple dataframe with consecutive merge operations, I want to add a suffix to the name of the newly merged column names. A simplified version of my code looks like this:

```
from pandas import *
f0 = DataFrame(columns=['data'], data=[1,2,3], index=['a','b','c'])
f1 = DataFrame(columns=['data'], data=[4,5,6], index=['c','b','a'])
f2 = DataFrame(columns=['data'], data=[7,8,9], index=['a','c','b'])
merged = f0
merged = merged.merge(f1, left_index=True, right_index=True, suffixes=("_0", "_1"))
merged = merged.merge(f2, left_index=True, right_index=True, suffixes=("", "_2"))
print merged.columns
```

With pandas 0.15.2 on python 2.7 this returns:

```
Index([u'data_0', u'data_1', u'data'], dtype='object')
```

while I would have expected

```
Index([u'data_0', u'data_1', u'data_2'], dtype='object')
```
