I’ve found some bits and pieces that may help.
Hope one of them is applicable.
All of my books are about the Diesel and they finish 1996.
That said it sounds like the Door Boot or Bonnet switch; you could try setting the alarm and opening the doors / bonnet [Make sure the alarm is working on all doors].
Jeep seem to have used more than one type of security system in the past. Some of them also cover the radio head unit and even the airbags.
Have you got an after market Head unit fitted, as you have to bypass the security wiring behind some of the units?
Very different security system below, it maybe worth looking at?
Grand Cherokee [Spec not known]
http://autorepair.about.com/library/faqs/bl903h.htmIf none of the above works it looks like a trip to the stealership!