Without knowing your model year, this is the best I can do when it comes to wiring diagrams. Jeep Grand Cherokee WJ - Stereo system wiring diagrams
Frank is right - the base system does not have an external amp.
If it is the upgraded system then the amp is under the rear seat on the driver's side of the vehicle.
There should be two power leads to the head unit no matter the version:
RED = switched power
YELLOW = constant power (used to store items in memory)
You can check each of those with a test light grounded to the body. You could also have a bad/broken/missing ground that is your problem.