Since I use Neo4j 3.0.1, this cypher query:
USING PERIODIC COMMIT 500
LOAD CSV WITH HEADERS
FROM >\"file:///home/user/Documents/links.csv\" AS csvLi
From the configuration file 'neo4j.conf':
# This setting constrains all `LOAD CSV` import files to be under the `import` directory. Remove or uncomment it to
# allow files to be loaded from anywhere in filesystem; this introduces possible security problems. See the `LOAD CSV`
# section of the manual for details.
#dbms.directories.import=import