Can a grand jury jail someone for perjury?

Does a grand jury have authority to jail someone for perjury or do they have to bring charges against a perjurer in another court of law?

Response: No, someone has to be formally charged (indicted by a grand jury) with perjury, and then those charges have to be brought to trial, just like charges for any other crime.

You might be thinking of civil contempt, which is used to coerce someone who won't testify (like Susan McDougal) into testifying. There's no trial and no charge for civil contempt; the court orders you to obey the grand jury's subpoena and if you don't, you're locked up until you do.

There's also criminal contempt: If you don't do what a grand jury tells you to do and the grand jury just wants to punish you for disobeying, and isn't interested in coercing you to obey it, then the court can hold you in criminal contempt, and you're locked up. The difference is that you can only be locked up for a specified period of time, and if that period of time is very long (6 months+), you have to be formally charged and given a trial before you can be incarcerated (since criminal contempt is a crime).