Starting Problem

I just recently bought a 1996 Ford Explorer XLT. It has a 5.0 V8, 167,000 miles, automatic, fully loaded. It ran fine for the 1st 2 weeks I had it, then one morning it wouldn't start. I listened closely; the fuel pump wasn't kicking on. If you would give it a few hours and try it again, it would start right up. This persisted until I finally got fed up and had the fuel pump replaced. Same thing happened afterwards. So I had the fuel pump relay and fuel filter changed. Same thing happened once again. I took it to an auto shop and they tinkered with it. To my amazement, the mechanic turned the key forward (the pump didnt kick on of course), but when he started tapping on the fuse box under the hood, the pump kicked on and it started right up. Do I have an electrical issue?