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Nope. Just as taking a placebo - something you think will make you better but has no actual effect - may well make you feel better due to the placebo effect, if you take something which will have no physiological effect but which you believe may cause side effects, you may well experience side effects. Physiological belief can have physical effects - the placebo effect works both ways. It's known as the nocebo effect.
No, it means that placebo can also cause side effects.