Are there phosphorescent/fluorescent materials that absorb near infra-red waves and emit higher wavelengths?
All molecules emit in the microwave region. They all have rotational energy levels and they absorb and emit all the time as energy flows between these levels.  But this not what you are asking I suspect. If you blast thin Gallium Sulphide wafers with a femtosecond laser then it is possible to generate terahertz radiation.