2001 Volkswagen Jetta losing power

The lack of power is a self-protection "feature". The computer has been informed there is a problem from a sensor, so it handicaps your power to restrict your driving enough that hopefully you pull over. Bring the car to a shop/store and ask them to get the code from your computer, to know which sensor flagged itself as bad.
Be wary of replacing every piece which says it has gone bad, as the cause of the problem with VWs is usually not the symptom you, or the computer, sees.

The entire point of the sensor system is to pinpoint the failed components, however it's the sensor system itself which is often the culprit most of the time in these situations. IE usually the "failed" component has no effect noticeable, butt its the computer crippling your car like this that you notice!