You may have a hole in your exhaust.
this could many things. More than likely it could me a exhaust hook and then it could be your catalytic converter. Just have it inspected.
The knocking noise in or around the catalytic converter comes because something is broken. It could be a pipe or a strap or something else. Fix it before you leave your exhaust pipe on the road.
If you Catalatic Converter its on the exhaust... could be before or after the Muffler, I am not sure with the Jetta. But its located on the exhaust system.
Maybe : a crack in exhaust manifold that closes when hot.
I'm not a mechanic / technician , but it sounds like you are getting engine coolant into an engine cylinder if you are getting white smoke out of the exhaust when your engine is warm ( it could be a bad head gasket , a warped head , etcetera )
Something loose? Exhaust pipe rattling/hitting on something? You'll have search it out.
This sounds like you have an exhaust leak in your exhaust manifold, if not, the gases could be getting sucked in through your trunk, if there is a rusted hole in there.
These symptoms sound like the fuel mixture is too rich , that could explain the symptoms, the fix could be more difficult, check the air filter, to see if there is a blockage , it could be an ignition problem, spark plugs, ignition wiring, exhaust system , catalytic converters can be problematic, give the cat. a whack if it sounds like something loose inside that could be the problem, or the computer. but try the simple things first (least expensive), and work your way up.
Could be hitting something. Better take it in and have it looked at.
Answer It sounds like he thinks you think he doesn't like you. It could mean something else but that's what it sounds like to me.
Mark Ronson & The Business Intl - Bang Bang Bang
You could check the fluid level in the cooling system. If it is really low then you could have a busted head gasket. But usually this has more whitesh smoke along with coolant mixed with the oil. Sounds like bad rings or even lifters. Sounds like time for another engine in either case.