Anecdotal: No real data or statistics other than 60k mile of personal
experience with a 5sp inline VW powered 2wd.

   I always get better gas mileage when I run at a higher RPM and a lower
gear unless I am running on a freeway at a sustained speed that demands top
gear.......When I do extended logging road cruising or off road backroads,
or even go through the mountains at high elevations, I normally gear down
and run my ABA 2.0 liter motor at around 3500rpms in whatever gear gives me
a reasonably safe speed...without lugging the motor.  If my rpms drop to
below about 2800rpm, I select my next lower gear, or when I come to a
corner or a hill that I know will slow me dramatically on exit...I shift
down, rather than waiting till I 'find it won't maintain speed' and then
shift down.
I think keeping in the range of rpms where the engineers designed the motor
to make it's best power, that is where you will be most economical with
fuel consumption.

  I understand the WBX motor was designed to run at lower rpms....so I am
sure it works better there..the inline VW I have seems to be best between
3500 and 4500...maybe 5000, so that is where I drive it and my gas
consumption goes down if I let the revs fall...  And as Frank said, lugging
a small engine with a big load is NOT a good plan unless it was built to do
that, and Jetta motors were not.
  Don Hanson