Actually there are side effects that may or may not be caused by the vaccine, and they are listed like this:
Pneumonia is not listed under this category, so there definitely is a link, even though the probability is very low. http://www.cdc.gov/vaccines/vac-gen/sid ... #varicellaOther serious problems, including severe brain reactions and low blood count, have been reported after chickenpox vaccination. These happen so rarely experts cannot tell whether they are caused by the vaccine or not. If they are, it is extremely rare.