Negative Energies/entities are found in all religions, and as you have found some are easier to be rid of than others.
Firstly let me say that the negative 'feeds' on negative, so your niece being more susceptible, and therefore more scared is feeding the negative feeling of this thing.
I'm not saying it's her fault, it's just the way these energies survive.
My suggestion is to perform a simple cleansing ritual, with your niece , in the house, if not in the area this feeling is mostly situated , then at least where your niece is sleeping.
Here is a link to a very simple cleansing ritual - it only needs a very few simple items.
www.allsands.com/home/cleansingritual_tul_gn.htm
It may not remove the negativity, but hopefully it will give your niece a feeling of calmness whilst she is there.
Then when Xmas is over perhaps a more permanent way of removing the negativty can be found.
Is your niece able to give you more info on the negativity, it seems she thinks it's a him?