The Fourth International Conference on Grey Literature (GL '99) in Washington, DC, in October 1999 defined grey literature as follows: "That which is produced on all levels of government, academics, business and industry in print and electronic formats, but which is not controlled by commercial publishers."
They may include, but are not limited to the following types of materials:
(For captions, click on CC in bottom right corner).
This video from Australian National University Library explains really clearly what grey literature is.
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