Can't believe this. Looks like the main character is maybe Croatian or Serbian. This kind of names are all around here, and Niko is a short form of Nikola. Bellic is actually spelled Belić, and pronunced something like Belich, although I'm not really sure, English pronuncation always confuses me.
Maybe I'm wrong, but this guy could be Slovenian, Croatian, Bosnian or Serbian (I'm Croatian).