Grey literature can be anything from a government report to a conference proceeding to a organizational website. Citation rules for these types of documents are different from a standard book or journal article. Below are some useful links to sources for citing the different types of sources you may encounter in the grey literature.
What is gray literature? Gray literature is defined by the Cochrane Handbook for Systematic Reviews of Interventions as "...literature that is not formally published in sources such as books or journal articles." This can include information such as government reports, conference proceedings, graduate dissertations, unpublished clinical trials, and much more.
Why search the gray literature if it hasn't been peer-reviewed? There is a strong bias in scientific publishing toward publishing studies that show some sort of significant effect. Meanwhile, many studies and trials that show no effect end up going unpublished. But knowing that an intervention had no effect is just as important as knowing that it did have an effect when it comes to making decisions for practice and policy-making. Thus, the grey literature can be critical.
How do I search the gray literature if it's unpublished and not in the scholarly databases? Its true--finding gray literature and searching it systematically is challenging. But there are a few approaches that you can take to add some structure to your search of this type of information: