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After you have screened all the papers identified by your database and grey literature searches, and agreed on which will be included in the review, you can check through their reference lists. Any articles in their reference lists which meet your inclusion criteria should also be included in the review. Please note: this should only be done for the included papers (those which meet your inclusion criteria after screening), not every article you find in your database search.
The following article discusses guidance and best practice for snowballing and following up with reference lists, as well as recommendations for when it is most appropriate to include these techniques in your systematic review:
Hirt J, Nordhausen T, Fuerst T, Ewald H, Appenzeller-Herzog C. Guidance on terminology, application, and reporting of citation searching: the TARCiS statement BMJ 2024; 385 :e078384 doi:10.1136/bmj-2023-078384