Grey literature "is a field in library and Information science that deals with the production, distribution, and access to multiple document types produced on all levels of government, academics, business, and organization in electronic and print formats not controlled by commercial publishing i.e. where publishing is not the primary activity of the producing body." (GreyNet)
Why include grey literature in your review?
For completeness. Whilst it is rarely peer-reviewed, grey literature is often a good source of the most up-to-date information on a topic. Including it reduces publication bias and it may be the only source of some data.
The AACODS (Authority Accuracy Coverage Objectivity Date Significance) checklist is a useful method to quickly evaluate grey literature. Tyndall, J. AACODS Checklist. Flinders University, 2010.