I\'m trying to import data from a .csv file into a postgresql 9.2 database using the psql \\COPY command (not the SQL COPY).
The input .csv file contains
Have you tried setting the datestyle setting of the server?
SET datestyle = 'ISO,DMY';
You are using the psql meta-command \copy, which means the input file is local to the client. But it's still the server who has to coerce the input to matching data-types.
More generally, unlike the psql meta-command \copy which invokes COPY on the server and is closely related to it .. I quote the manual concerning \set:
Note: This command is unrelated to the SQL command SET.