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Spatially coupled codes have been of interest recently owing to their superior performance over memoryless binary-input channels. The performance is good both asymptotically, since the belief propagation thresholds approach the Shannon limit, as well as for finite lengths, since degree-2 variable nodes that result in high error floors can be completely avoided. However, to realize the promised good performance, one needs large blocklengths. This in turn implies a large latency and decoding complexity. For the memoryless binary erasure channel, we consider the decoding of spatially coupled codes through a windowed decoder that aims to retain many of the attractive features of belief propagation, while trying to reduce complexity further. We characterize the performance of this scheme by defining thresholds on channel erasure rates that guarantee a target erasure rate. We give analytical lower bounds on these thresholds and show that the performance approaches that of belief propagation exponentially fast in the window size. We give numerical results including the thresholds computed using density evolution and the erasure rate curves for finite-length spatially coupled codes.