Visual inspection
WARNING: This page does not describe the selected car, but rather 27 other vehicles, including the 2002 Volkswagen Cabrio, 2001 Volkswagen Cabrio, 2000 Volkswagen Cabrio, 1999 Volkswagen Jetta, and 1999 Volkswagen Golf. However, it is still accessible from the selected car via links, so may be relevant.
Make sure all components that influence the exhaust (such as vacuum lines, crankcase ventilation, air cleaner, catalytic converter, oxygen sensor, restricted fuel filler neck) are fitted and connected, and that the exhaust system is free of leaks.