The first ever search for $alpha$ decays to the first excited state in Yb was performed for six isotopes of hafnium (174, 176, 177, 178, 179, 180) using a high purity Hf-sample of natural isotopic abundance with a mass of 179.8 g. For $^{179}$Hf, also $alpha$ decay to the ground state of $^{175}$Yb was searched for thanks to the $beta$-instability of the daughter nuclide $^{175}$Yb. The measurements were conducted using an ultra low-background HPGe-detector system located 225 m underground. After 75 d of data taking no decays were detected but lower bounds for the half-lives of the decays were derived on the level of $lim T_{1/2}sim 10^{15}-10^{18}$~a. The decay with the shortest half-life based on theoretical calculation is the decay of $^{174}$Hf to the first $2^+$ 84.3~keV excited level of $^{170}$Yb. The experimental lower bound was found to be $T_{1/2}geq 3.3times 10^{15}$ a.
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