No, because 1d arrays are treated as column vectors in all of the Julia linear-algebra routines. (Because of this, it’s not clear why you need to create a 1-column matrix instead of a 1d array?)
You could use reshape([1,2],2,1).
(It might also make sense to have a constructor Matrix(x::Vector) = reshape(x, length(x), 1); currently there is no such constructor defined in Base.)
See also this discussion and issue #17084.