Short answer: You need to use CHAR or VARCHARwith a database that was installed with the Unicode character set.

Why?

Postgres stores all character in the character set chosen at installation.

See an extract of the character documentation

The characters that can be stored in any of these data types are determined by the database character set, which is selected when the database is created. 

And you can see it also in the previous link as there is no NCHAR or NVARCHAR, only CHAR or VARCHAR.