My Jeep Grand Cherokee car cuts of

Likely the ignition system is shutting down. Code tests must be done as well as individual component tests, using a digital multi-meter and a manual such as chilton or haynes as a guide. The small explosion you hear likely is from a small amount of unburned fuel entering the hot exhaust and exploding right after the ignition is off. Once you fix the cause of shutdown that will disappear. The main items I'd test first are the crank sensor, cam sensor and the ignition switch itself, any of which can cause a shutdown. Also make sure the fuel pump isn't getting hot and turning itself off.